+810.5%
FCX vs UL
+1,340.0%
-529.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -14.7% | +4.5% | -19.2% | -17.0% |
| 3M | -11.2% | +6.5% | -17.6% | -14.4% |
| 6M | -11.4% | +18.2% | -29.6% | -20.1% |
| YTD | +17.7% | +4.7% | +13.0% | +12.4% |
| 1Y | +47.5% | +0.8% | +46.7% | +43.2% |
| 3Y | +83.9% | +35.9% | +48.0% | +49.5% |
| 5Y | +54.0% | +33.4% | +20.5% | +23.6% |
| 10Y | +372.9% | +106.9% | +266.0% | +191.3% |
| All | +810.5% | +1,340.0% | -529.4% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling